+3,068.2%
LITE vs NEM
+730.8%
+2,337.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.5% |
| 7D | -35.9% | +13.4% | -49.3% | -37.7% |
| 30D | -51.5% | +6.5% | -58.0% | -52.2% |
| 3M | -35.7% | +14.9% | -50.7% | -37.7% |
| 6M | -43.0% | +5.5% | -48.5% | -43.8% |
| YTD | +46.1% | +21.9% | +24.2% | +40.1% |
| 1Y | +124.7% | +47.9% | +76.8% | +110.2% |
| 3Y | +1,172.1% | +238.2% | +933.9% | +958.4% |
| 5Y | +477.0% | +146.2% | +330.8% | +390.0% |
| 10Y | +1,465.7% | +309.3% | +1,156.3% | +1,203.3% |
| All | +3,068.2% | +730.8% | +2,337.4% | +2,830.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling